Particle systems and stochastic PDEs on the half-line
<p>The purpose of this thesis is to develop techniques for analysing interacting particle systems on the half-line. When the number of particles becomes large, stochastic partial differential equations (SPDEs) with Dirichlet boundary conditions will be the natural objects for describing the dy...
Main Author: | Ledger, S |
---|---|
Other Authors: | Hambly, B |
Format: | Thesis |
Language: | English |
Published: |
2015
|
Subjects: |
Similar Items
-
Stochastic PDEs and weakly interacting particle systems
by: Mayorcas, A
Published: (2020) -
The expected signature of a stochastic process
by: Ni, H
Published: (2012) -
Topics on backward stochastic differential equations. Theoretical and practical aspects
by: Lionnet, A
Published: (2013) -
Particle systems and SPDEs with application to credit modelling
by: Jin, L
Published: (2010) -
An introduction to probability and stochastic processes /
by: 319204 Melsa, James L., et al.
Published: (1973)